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LCI Industries LCII 104.28 2.43 2.39%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for LCII.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±6.91%
Average actual move
3.51%
Beyond the implied move
0 / 3
Median IV change
-20.93%
Reaction session Implied Actual Used ATM IV before → after
August 05, 2025 ±6.25% +0.10% 0.02× 44.9% → 35.5%
May 06, 2025 ±7.68% +6.58% 0.86× —
November 07, 2024 ±6.81% -3.85% 0.57× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →